+9.9%
CG vs CRL
-37.1%
+47.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.7% | +0.5% | -1.1% |
| 7D | -1.3% | -0.6% | -0.7% | -1.0% |
| 30D | -3.2% | +5.0% | -8.1% | -5.1% |
| 3M | +6.2% | +50.6% | -44.4% | -11.2% |
| 6M | -4.7% | +60.9% | -65.6% | -23.6% |
| YTD | -20.6% | +40.7% | -61.4% | -32.7% |
| 1Y | -26.4% | +73.3% | -99.7% | -43.4% |
| 3Y | +55.4% | +40.6% | +14.8% | +23.0% |
| All | +9.9% | -37.1% | +47.0% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CRL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling